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Consider a 9-month forward contract written on a coupon-bearing bond. The current spot price of the bond is $940. This bond will pay $49 coupon

Consider a 9-month forward contract written on a coupon-bearing bond. The current spot price of the bond is $940. This bond will pay $49 coupon after 4 months. 4-month and 9 -month continuously compounded borrowing and lending risk free interest rates are 3.90% and 4% per annum, respectively. What is the correct price of this forward contract at the inception?

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